Optimal decision-making of mutual fund temporary borrowing problem via approximate dynamic programming
Xuyang Luo, Chunyue Song
| Year of publication: |
2023
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|---|---|
| Authors: | Luo, Xuyang ; Song, Chunyue |
| Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 153.2023, p. 1-15
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| Subject: | Finance | Temporary borrowing | Mutual fund redemption risk management | Approximate dynamic programming | Uncertainty | Investmentfonds | Investment Fund | Dynamische Optimierung | Dynamic programming | Risikomanagement | Risk management | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.cor.2023.106162 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014265762